| Publication | Date of Publication | Type |
|---|
| Dynamics of an SIR epidemic model with limited medical resources, revisited and corrected | 2023-10-30 | Paper |
| Controlled compartmental models with time-varying population: normalization, viability and comparison | 2023-09-18 | Paper |
| Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process | 2023-02-17 | Paper |
| Corrigendum to: ``Optimal control of a SIR epidemic with ICU constraints and target objectives | 2022-03-14 | Paper |
| Optimal control of a SIR epidemic with ICU constraints and target objectives | 2022-01-27 | Paper |
| Stability analysis of an eight parameter SIR-type model including loss of immunity, and disease and vaccination fatalities | 2021-12-16 | Paper |
| General drawdown of general tax model in a time-homogeneous Markov framework | 2021-12-01 | Paper |
| Do generalized draw-down times lead to better dividends? A Pontryagin principle-based answer | 2021-11-05 | Paper |
| Optimal Control of a SIR Epidemic With ICU Constraints and Target Objectives | 2021-08-24 | Paper |
| Beyond Wentzell-Freidlin: semi-deterministic approximations for diffusions with small noise and a repulsive critical boundary point | 2021-08-03 | Paper |
| Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes | 2021-07-26 | Paper |
| A review of matrix SIR Arino epidemic models | 2021-06-01 | Paper |
| A Review of First-Passage Theory for the Segerdahl Risk Process and Extensions | 2021-03-16 | Paper |
| TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems | 2020-11-24 | Paper |
| Purely excessive functions and hitting times of continuous-time branching processes | 2019-12-19 | Paper |
| First passage problems for upwards skip-free random walks via the scale functions paradigm | 2019-12-09 | Paper |
| A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time | 2019-11-06 | Paper |
| On the central management of risk networks | 2019-09-16 | Paper |
| Steady-state analysis of single exponential vacation in a $PH/MSP/1/\infty$ queue using roots | 2018-05-24 | Paper |
| On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications | 2018-03-09 | Paper |
| Spectrally negative Lévy processes with Parisian reflection below and classical reflection above | 2017-12-01 | Paper |
| On taxed spectrally negative Lévy processes with draw-down stopping | 2017-09-19 | Paper |
| On a class of dependent Sparre Andersen risk models and a bailout application | 2016-12-14 | Paper |
| Progressive orthogonal wavelets: a review | 2016-10-20 | Paper |
| A survey of some recent results on Risk Theory | 2015-11-17 | Paper |
| Modeling probability densities with sums of exponentials via polynomial approximation | 2015-09-09 | Paper |
| On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function | 2015-07-27 | Paper |
| On D\"umbgen's exponentially modified Laplace continued fraction for Mill's ratio | 2015-03-11 | Paper |
| Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities | 2015-02-27 | Paper |
| On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes | 2015-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5167113 | 2014-07-09 | Paper |
| ON MULTISERVER RETRIAL QUEUES: HISTORY, OKUBO-TYPE HYPERGEOMETRIC SYSTEMS AND MATRIX CONTINUED-FRACTIONS | 2014-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5419902 | 2014-06-11 | Paper |
| Spectral representation of transition density of Fisher–Snedecor diffusion | 2014-04-25 | Paper |
| The tax identity for Markov additive risk processes | 2014-04-14 | Paper |
| Parameter estimation for Fisher–Snedecor diffusion | 2014-03-14 | Paper |
| Uniform asymptotics of ruin probabilities for Lévy processes | 2014-01-03 | Paper |
| On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions | 2013-12-13 | Paper |
| Loss Systems with Slow Retrials in the Halfin–Whitt Regime | 2013-04-11 | Paper |
| On symbolic RG factorization of quasi-birth-and-death processes | 2013-02-26 | Paper |
| Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks | 2013-02-26 | Paper |
| On matrix exponential approximations of the infimum of a spectrally negative Levy process | 2012-10-09 | Paper |
| Hypothesis testing for Fisher-Snedecor diffusion | 2012-07-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3108752 | 2012-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3108751 | 2012-01-05 | Paper |
| On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields | 2011-03-31 | Paper |
| A Lie systems approach for the first passage-time of piecewise deterministic processes | 2010-08-16 | Paper |
| On spectral properties and statistical analysis of Fisher-Snedecor diffusion | 2010-07-28 | Paper |
| On the efficient evaluation of ruin probabilities for completely monotone claim distributions | 2010-02-12 | Paper |
| Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions | 2009-08-13 | Paper |
| The Gerber-shiu Expected Discounted Penalty-reward Function under an Affine Jump-diffusion Model | 2009-06-25 | Paper |
| Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results | 2009-01-13 | Paper |
| A two-dimensional ruin problem on the positive quadrant | 2008-08-22 | Paper |
| On the optimal dividend problem for a spectrally negative Lévy process | 2008-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3445097 | 2007-06-08 | Paper |
| On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms | 2007-01-09 | Paper |
| Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times | 2006-10-04 | Paper |
| Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models | 2006-10-04 | Paper |
| A Method for Computing Double Band Policies for Switching between Two Diffusions | 2006-08-30 | Paper |
| Russian and American put options under exponential phase-type Lévy models. | 2005-11-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5699574 | 2005-10-26 | Paper |
| Erlangian Approximations for Finite-Horizon Ruin Probabilities | 2005-03-30 | Paper |
| Large deviations of the waiting time for tandem queueing systems | 2004-09-06 | Paper |
| Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options | 2004-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4451632 | 2004-02-29 | Paper |
| Finite time ruin probabilities with one Laplace inversion. | 2003-11-16 | Paper |
| Robustness of the \(R/S\) statistic for fractional stable noises | 2001-09-17 | Paper |
| Explicit solutions for variational problems in the quadrant | 2001-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4234140 | 1999-10-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4354016 | 1998-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4843002 | 1996-05-20 | Paper |
| On central limit theorems in geometrical probability | 1994-04-06 | Paper |
| A Product Design Problem in Semiconductor Manufacturing | 1993-01-05 | Paper |
| Central Limit Theorems for Sums of Wick Products of Stationary Sequences | 1992-09-26 | Paper |
| Generalized Szego Theorems and Asymptotics of Cumulants by Graphical Methods | 1992-09-26 | Paper |
| Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction | 1992-06-28 | Paper |
| The minimum spanning tree constant in geometrical probability and under the independent model: A unified approach | 1992-06-28 | Paper |
| Hölder’s Inequality for Functions of Linearly Dependent Arguments | 1992-06-25 | Paper |
| Probability bounds for M-Skorohod oscillations | 1989-01-01 | Paper |
| A Generalized Holder Inequality and a Generalized Szego Theorem | 1989-01-01 | Paper |
| On bilinear forms in Gaussian random variables and Toeplitz matrices | 1988-01-01 | Paper |
| Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales | 1988-01-01 | Paper |
| Noncentral limit theorems and Appell polynomials | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3738326 | 1986-01-01 | Paper |
| Symmetric polynomials of random variables attracted to an infinitely divisible law | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3675242 | 1985-01-01 | Paper |
| On critical distortion for Markov sources (Corresp.) | 1985-01-01 | Paper |
